+52.9%
CL vs CMI
+509.0%
-456.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | -2.4% | +0.8% | -3.3% | -2.5% |
| 30D | -4.8% | -12.8% | +8.0% | -3.2% |
| 3M | -1.7% | -12.4% | +10.7% | -0.6% |
| 6M | -3.8% | -0.9% | -2.9% | -4.9% |
| YTD | +13.3% | +8.9% | +4.4% | +10.1% |
| 1Y | +8.3% | +37.7% | -29.4% | +1.2% |
| 3Y | +28.8% | +148.9% | -120.0% | +6.6% |
| 5Y | +28.5% | +164.4% | -135.8% | +3.9% |
| All | +52.9% | +509.0% | -456.1% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling